The statistical theory of linear systems / E. J. Hannan, Manfred Deistler.
Series Wiley series in probability and mathematical statisticsProbability and mathematical statisticsEditor: New York : Wiley, c1988Descripción: xiii, 380 p. ; 24 cmISBN: 047180777XTema(s): System identification | Linear systems | Discrete-time systemsOtra clasificación: 60G10 (62Mxx 93-02 93B15 93C05 93C35 93E12) Recursos en línea: Publisher description1. Linear systems and stationary processes2. Realization and parameterization of linear dynamic systems3. The Kalman filter4. Maximum likelihood estimation of ARMAX systems5. Estimating the order of a linear system6. Calculation of the estimates7. Approximation by rational transfer functions.
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Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 60 H243 (Browse shelf) | Available | A-7560 |
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Incluye referencias bibliográficas (p. 361-370) e índices.
1. Linear systems and stationary processes -- 2. Realization and parameterization of linear dynamic systems -- 3. The Kalman filter -- 4. Maximum likelihood estimation of ARMAX systems -- 5. Estimating the order of a linear system -- 6. Calculation of the estimates -- 7. Approximation by rational transfer functions.
MR, 89m:60085
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